Under the PD/LGD approach, minimum risk weights as set out in section CA-5.5.14 and CA-5.5.15 apply. When the sum of UL and EL associated with the equity exposure results in less capital than would be required from application of one of the minimum risk weights, the minimum risk weights must be used. In other words, the minimum risk weights must be applied, if the risk weights calculated according to the preceding paragraph plus the EL associated with the equity exposure multiplied by 12.5 are smaller than the applicable minimum risk weights.